Hello. My data structure presents what must be a
common problem.
I have quarterly outcomes data on 15 units. The panel
is unbalanced. The average number of observations per
unit is about 20. But, just about all of the
explanatory variables that I have are time-constant.
So, at the moment, I am doing something like...
- xtreg DEPVAR LINEARTREND INDEPVAR1 INDEPVAR2
INDEPVAR1xLINEARTREND
I think a fixed-effects specification--xtreg, fe--is
called for, but it, of course, precludes my analysis
of the variables I care about. This seems like it
must come up a lot in situations in which one has a
small number of units/clusters, but each with a
reasonable (.e., more than one) number of observations
within.
Can anyone suggest an alternative, perhaps non- or
semi-parametric way to address change over time in
these data?
Thank you! Lloyd.
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